Generalized MLE of a joint distribution function with multivariate interval-censored data

被引：25

作者：

Wong, GYC

Yu, QQ

机构：

[1] Strang Canc Prevent Ctr, New York, NY 10021 USA

[2] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13901 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1999年 / 69卷 / 02期

基金：

美国国家科学基金会;

关键词：

multivariate interval-censored data; asymptotic normality; asymptotic variance; consistent estimate; generalized MLE; multivariate survival analysis;

D O I：

10.1006/jmva.1998.1807

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the problem of estimation of a joint distribution function of a multivariate random vector with interval-censored data. The generalized maximum likelihood estimator of the distribution function is studied and its consistency and asymptotic normality are established under the case 2 multivariate interval censorship model and discrete assumptions on the censoring random vectors. (C) 1999 Academic Press. AMS 1991 subject classifications: 62G05, 62620.

引用

页码：155 / 166

页数：12

共 21 条

[1]

CAMPBELL G, 1981, BIOMETRIKA, V68, P417, DOI 10.1093/biomet/68.2.417

[2] STRONG CONSISTENCY OF A NONPARAMETRIC ESTIMATOR OF THE SURVIVAL FUNCTION WITH DOUBLY CENSORED-DATA [J].